-52.6%
SNAP vs CP
+28.7%
-81.2%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -0.7% | -13.3% | -13.7% |
| 7D | -10.4% | +6.1% | -16.5% | -13.1% |
| 30D | -11.9% | +9.8% | -21.7% | -16.1% |
| 3M | -4.5% | +2.7% | -7.3% | -6.1% |
| 6M | -16.7% | +12.8% | -29.5% | -22.6% |
| YTD | -36.9% | +28.2% | -65.1% | -46.4% |
| 1Y | -30.3% | +34.1% | -64.4% | -42.8% |
| All | -52.6% | +28.7% | -81.2% | -60.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling